+65.2%
CAPR vs ALHC
-55.7%
+120.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.1% | -6.6% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +44.6% | -10.6% | +55.2% | +47.2% |
| 3M | +126.4% | -45.3% | +171.7% | +150.8% |
| 6M | -68.6% | -59.7% | -8.9% | -62.8% |
| YTD | -67.0% | -62.7% | -4.2% | -49.5% |
| 1Y | +65.2% | -56.1% | +121.3% | +327.3% |
| All | +65.2% | -55.7% | +120.8% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling